There are two kind of "th" sounds, one of them is voiced and the other is unvoiced (voiced = you vibrate your vocal chords) (unvoiced = you don't vibrate your vocal chords) in "this thing" the first "th" sound is voiced, and the second "th" sound is unvoiced. but you can have two voiced "th" sounds next to each other as well, for example if you say "this and that" both of them are voiced. Ps. "this" is only for singular, not plural, so it would be "this thing" and "these things"

Well this how to pronounce "Dhis Thingz" cowboy...